CAJ | 학술논문

提出了边际等尾联合置信区间的概念，并提出了一种构造单边情形下边际等尾联合置信区间的方法。该方法通过重抽样获得样本均值的估计，并通过该估计利用分位数插值的方法构造均值向量的边际等尾联合置信区间。在此基础上将其与传统的Bonferroni、Normal Exact等传统的依赖正态近似的联合置信区间进行模拟比较。比较结果显示，此方法也是一种简单可行的适用于一般情况的方法。
제출료변제등미연합치신구간적개념，병제출료일충구조단변정형하변제등미연합치신구간적방법。해방법통과중추양획득양본균치적고계，병통과해고계이용분위수삽치적방법구조균치향량적변제등미연합치신구간。재차기출상장기여전통적Bonferroni、Normal Exact등전통적의뢰정태근사적연합치신구간진행모의비교。비교결과현시，차방법야시일충간단가행적괄용우일반정황적방법。
We propose a new method of constructing one-sided simultaneous confidence intervals with marginal equal tail probability for the mean vector. By the bootstrap estimation of mean vector,we use the percentile interpolation to construct one-sided simultaneous confidence intervals. We compare our new method with the Bonferroni method, Normal Exact method. Simulation results show that the proposed simultaneous confidence intervals are comparable to the other methods in terms of coverage probability. In addition,it has the property of marginal equal tail probability and is simple and feasible.